+319.5%
SN vs STLA
-68.8%
+388.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.5% |
| 7D | -9.3% | +2.6% | -11.9% | -10.1% |
| 30D | -4.8% | -1.2% | -3.6% | -4.6% |
| 3M | +40.4% | -24.8% | +65.2% | +53.2% |
| 6M | +50.9% | -25.6% | +76.5% | +64.6% |
| YTD | +54.9% | -48.9% | +103.9% | +88.5% |
| 1Y | +43.0% | -38.8% | +81.8% | +59.9% |
| 3Y | +391.8% | -64.5% | +456.4% | +457.2% |
| All | +319.5% | -68.8% | +388.3% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling